scientific article; zbMATH DE number 6193744

zbMath1268.62048arXivmath/0702830MaRDI QIDQ5326974

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Publication date: 1 August 2013

Full work available at URL: https://arxiv.org/abs/math/0702830

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zbMATH Keywords

maximum likelihoodgeneralized Pareto distributionsMoran's statistic

Mathematics Subject Classification ID

Point estimation (62F10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (5)

Understanding and Addressing the Unbounded “Likelihood” Problem ⋮ Extreme value distributions: an overview of estimation and simulation ⋮ A class of estimators based on overlapping sample spacings ⋮ A software review for extreme value analysis ⋮ Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis

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